HDDVX vs. HFQTX

Last updated Apr 2, 2026

Compare and contrast key facts about Janus Henderson International Dividend Fund Class D (HDDVX) and Janus Henderson Global Equity Income Fund Class T (HFQTX).

HDDVX is an actively managed fund by Janus Henderson. It was launched on Jun 5, 2017. HFQTX is a passively managed fund by Janus Henderson that tracks the performance of the MSCI World Index. It was launched on Nov 30, 2006.

Performance

HDDVX vs. HFQTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson International Dividend Fund Class D (HDDVX) and Janus Henderson Global Equity Income Fund Class T (HFQTX). The values are adjusted to include any dividend payments, if applicable.

HDDVX vs. HFQTX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
HDDVX Janus Henderson International Dividend Fund Class D	1.32%	29.23%	8.73%	17.97%	-8.67%	11.66%	5.15%	18.72%	-9.14%	6.86%
HFQTX Janus Henderson Global Equity Income Fund Class T	4.55%	29.80%	7.08%	10.40%	-6.41%	12.85%	1.59%	21.13%	-15.74%	7.75%

Returns By Period

In the year-to-date period, HDDVX achieves a 1.32% return, which is significantly lower than HFQTX's 4.55% return.

HDDVX

• 1D: 2.05%
• 1M: -7.24%
• YTD: 1.32%
• 6M: 3.92%
• 1Y: 21.38%
• 3Y*: 15.66%
• 5Y*: 10.40%
• 10Y*: —

HFQTX

• 1D: 0.80%
• 1M: -6.76%
• YTD: 4.55%
• 6M: 10.42%
• 1Y: 25.50%
• 3Y*: 15.61%
• 5Y*: 9.99%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

HDDVX vs. HFQTX - Expense Ratio Comparison

HDDVX has a 0.90% expense ratio, which is lower than HFQTX's 0.95% expense ratio.

HFQTX

Janus Henderson Global Equity Income Fund Class T

HDDVX

Janus Henderson International Dividend Fund Class D

Return for Risk

HDDVX vs. HFQTX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HDDVX

HDDVX Risk / Return Rank: 67
HDDVX Sharpe Ratio Rank: 76
HDDVX Sortino Ratio Rank: 66
HDDVX Omega Ratio Rank: 69
HDDVX Calmar Ratio Rank: 67
HDDVX Martin Ratio Rank: 58

HFQTX

HFQTX Risk / Return Rank: 87
HFQTX Sharpe Ratio Rank: 91
HFQTX Sortino Ratio Rank: 87
HFQTX Omega Ratio Rank: 89
HFQTX Calmar Ratio Rank: 87
HFQTX Martin Ratio Rank: 84

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

HDDVX vs. HFQTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson International Dividend Fund Class D (HDDVX) and Janus Henderson Global Equity Income Fund Class T (HFQTX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	HDDVX	HFQTX	Difference
Sharpe ratio Return per unit of total volatility	1.50	2.02	-0.52
Sortino ratio Return per unit of downside risk	1.90	2.50	-0.60
Omega ratio Gain probability vs. loss probability	1.29	1.41	-0.12
Calmar ratio Return relative to maximum drawdown	1.84	2.50	-0.66
Martin ratio Return relative to average drawdown	6.84	9.46	-2.61
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HDDVX vs. HFQTX - Sharpe Ratio Comparison

The current HDDVX Sharpe Ratio is 1.50, which is comparable to the HFQTX Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of HDDVX and HFQTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	HDDVX	HFQTX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.50	2.02	-0.52
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.78	0.78	0.00
Sharpe Ratio (All Time) Calculated using the full available price history	0.63	0.51	+0.12

Correlation

The correlation between HDDVX and HFQTX is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

HDDVX vs. HFQTX - Dividend Comparison

HDDVX's dividend yield for the trailing twelve months is around 7.15%, more than HFQTX's 5.20% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
HDDVX Janus Henderson International Dividend Fund Class D	7.15%	7.61%	6.50%	3.08%	4.12%	4.58%	3.22%	3.15%	4.12%	2.32%
HFQTX Janus Henderson Global Equity Income Fund Class T	5.20%	6.80%	8.18%	8.08%	8.26%	7.10%	7.47%	6.99%	7.85%	5.06%

Drawdowns

HDDVX vs. HFQTX - Drawdown Comparison

The maximum HDDVX drawdown since its inception was -28.60%, smaller than the maximum HFQTX drawdown of -34.53%. Use the drawdown chart below to compare losses from any high point for HDDVX and HFQTX.

Drawdown Indicators

	HDDVX	HFQTX	Difference
Max Drawdown Largest peak-to-trough decline	-28.60%	-34.53%	+5.93%
Max Drawdown (1Y) Largest decline over 1 year	-11.32%	-10.02%	-1.30%
Max Drawdown (5Y) Largest decline over 5 years	-22.99%	-21.72%	-1.27%
Current Drawdown Current decline from peak	-9.20%	-8.33%	-0.87%
Average Drawdown Average peak-to-trough decline	-4.52%	-5.82%	+1.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.05%	2.65%	+0.40%

Volatility

HDDVX vs. HFQTX - Volatility Comparison

Janus Henderson International Dividend Fund Class D (HDDVX) has a higher volatility of 6.71% compared to Janus Henderson Global Equity Income Fund Class T (HFQTX) at 5.29%. This indicates that HDDVX's price experiences larger fluctuations and is considered to be riskier than HFQTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	HDDVX	HFQTX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.71%	5.29%	+1.42%
Volatility (6M) Calculated over the trailing 6-month period	9.93%	8.28%	+1.65%
Volatility (1Y) Calculated over the trailing 1-year period	14.65%	12.81%	+1.84%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.43%	12.83%	+0.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.79%	14.87%	-1.08%